TETSUYA TAKABATAKE
Last Updated :2024/04/03
- Affiliations, Positions
- Graduate School of Humanities and Social Sciences, Assistant Professor
- E-mail
- tkbtkhiroshima-u.ac.jp
Basic Information
Academic Degrees
- Osaka University
- Osaka University
Research Fields
- Social sciences;Economics;Economic statistics
- Mathematical and physical sciences;Mathematics;Foundations of mathematics / Applied mathematics
- Mathematical and physical sciences;Mathematics;Basic analysis
- Informatics;Principles of Informatics;Statistical science
Research Keywords
- Statistics of Stochastic Processes
- Time Series Analysis
- Mathematical Finance
Research Activities
Academic Papers
- Consistent estimation for fractional stochastic volatility model under high-frequency asymptotics, MATHEMATICAL FINANCE, 32(4), 1086-1132, 202210
- Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations, Bernoulli, 25(3), 1870-1900, 2019
Invited Lecture, Oral Presentation, Poster Presentation
- Likelihood Analysis of Continuous-time Gaussian Moving Average Processes with Singular Kernels, Tetsuya Takabatake, CMStatistics, 2023/12, With Invitation, English
- Local Asymptotic Normality Property for Fractional Brownian Motion with Additive Noise, Tetsuya Takabatake, Probability and statistics seminars, Le Mans University, 2023/10, With Invitation, English
- Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise, Tetsuya Takabatake, ICIAM, 2023/08, With Invitation, English
- Asymptotically Efficient Estimation of Mixed Fractional Brownian Motion under High-Frequency Observations, Tetsuya Takabatake, EcoSta, 2023/08, With Invitation, English
- Asymptotically Efficient Estimation of Fractional Brownian Motion with Additive Noise, Tetsuya Takabatake, SETA, 2023/07, Without Invitation, English